Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.689 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51601.34 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48402.28 Kr¶

PnL: ---------------------------------------> -685.29 Kr¶

DD now: ---------------------------------> -0.66 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 11:37:20.073667'

Anic Portfolio¶

Today¶

Return: -0.073 %¶

This Week¶

Return: 8.572 %¶

Total¶

Return: 68.93 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -2.210000 3348.000000 168.000000 5.280000 3180.000006
HMS Networks 2 2.570000 798.400000 125.400000 18.630000 673.000000
Nordea Bank Abp 29 1.080000 3569.900000 115.900000 3.360000 3453.999992
HEBA B 70 2.090000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 1.330000 3462.400000 85.400000 2.530000 3377.000000
Swedbank A 3 2.300000 615.000000 51.000000 9.040000 564.000000
Resurs Holding 22 1.440000 620.180000 46.180000 8.050000 573.999998
AcadeMedia 12 1.140000 598.080000 41.080000 7.380000 557.000004
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.530000 385.700000 30.700000 8.650000 355.000000
Intrum 4 2.670000 553.800000 26.800000 5.090000 527.000000
Norva24 Group 16 -2.220000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 0.900000 547.400000 19.400000 3.670000 527.999997
Securitas B 6 2.140000 584.280000 14.280000 2.510000 570.000000
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.870000 249.360000 3.360000 1.370000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.230000 545.500000 -0.500000 -0.090000 546.000000
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Boozt 12 1.100000 1648.800000 -5.200000 -0.310000 1653.999996
Corem Property Group B 59 1.410000 571.710000 -5.290000 -0.920000 576.999999
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.950000 509.600000 -24.400000 -4.570000 533.999999
Fasadgruppen Group 38 -1.280000 4111.600000 -29.400000 -0.710000 4140.999992
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -0.990000 540.000000 -34.000000 -5.920000 574.000000
Essity A 4 -0.550000 1086.000000 -63.000000 -5.480000 1149.000000
Vivesto 1368 -2.150000 548.840000 -64.160000 -10.470000 612.999432
OX2 22 4.410000 1848.000000 -141.000000 -7.090000 1989.000002
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
Axfood 15 -3.900000 3876.000000 -424.000000 -9.860000 4300.000005
Ovzon 64 -0.750000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48402.280000 -685.290000 -0.6604% 49087.564636

Updated:¶

'2023-02-01 11:37:33.313791'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶